Hi Robin,
welcome to the show...
Of course you can use the Windows-version of SiDiary and sync data from each device to another! You just have to set-up the data exchange folder at the settings tab of the win-client...
You can read a bit more detailed here:
http://www.sidiary.org/sidiary/en/faq.asp#FAQ_Sync and of course much more detailed in the English manual...
Regarding storage of data: SiDiary saves automatically the data on every tab switch, i.e. when you've entered new data to the bg grid overview and go to the statistic to see what has changed - the data was saved on the switch.
Additionally you can save the data entered by the appropriate button on the bg screen which would make sense for the following scenario:
From time to time I'm losing data too, when I must reset my device (I have to do this sometimes for my GPS-receiver...
) and haven't saved the data (or switched to another tab). Same procedure on "killing" SiDiary with a Task-Manager (either the built-in or an additional tool like PocketNav or WisBar Advanced or...) - then the data will go also...
HTH, Alf.